INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
24 Dec 2025 04:11 PM IST
| INDUSINDBK 27-JAN-2026 860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 1.03
Theta: -0.49
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 848.05 | 24.5 | -0.35 | 25.15 | 249 | 26 | 312 | |||||||||
| 23 Dec | 849.90 | 24 | -6.4 | 25.37 | 256 | 71 | 289 | |||||||||
| 22 Dec | 856.40 | 29.6 | 6.2 | 25.55 | 319 | 87 | 216 | |||||||||
| 19 Dec | 844.70 | 23.4 | 2.55 | 25.42 | 94 | 49 | 130 | |||||||||
| 18 Dec | 834.90 | 20.85 | -0.75 | 25.92 | 31 | 4 | 80 | |||||||||
| 17 Dec | 833.85 | 21.7 | -6.15 | 25.32 | 22 | 13 | 75 | |||||||||
| 16 Dec | 845.05 | 28 | -3.1 | 26.61 | 48 | 30 | 61 | |||||||||
| 15 Dec | 851.25 | 31.1 | 2.8 | 26.70 | 2 | 0 | 30 | |||||||||
| 12 Dec | 846.15 | 28.3 | 2.55 | 24.90 | 4 | 0 | 30 | |||||||||
| 11 Dec | 835.55 | 25.35 | 3.05 | 26.88 | 12 | 3 | 32 | |||||||||
| 10 Dec | 833.85 | 22.3 | -7.7 | 24.63 | 5 | -1 | 29 | |||||||||
| 9 Dec | 844.35 | 30 | 0 | 25.24 | 1 | 0 | 30 | |||||||||
| 8 Dec | 841.40 | 30 | -11.9 | 27.67 | 2 | -1 | 30 | |||||||||
| 5 Dec | 870.10 | 41.9 | 6.6 | - | 0 | 17 | 0 | |||||||||
| 4 Dec | 863.00 | 41.9 | 6.6 | 26.41 | 20 | 16 | 30 | |||||||||
| 3 Dec | 846.90 | 35.3 | -0.7 | 27.86 | 5 | 3 | 13 | |||||||||
| 2 Dec | 850.30 | 36 | 0 | 25.60 | 1 | 0 | 9 | |||||||||
| 1 Dec | 847.15 | 36 | -6.9 | 27.65 | 1 | 0 | 8 | |||||||||
| 28 Nov | 858.55 | 42.9 | -12.35 | 26.49 | 8 | 7 | 7 | |||||||||
| 27 Nov | 857.45 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 850.70 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 846.55 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 829.40 | 55.25 | 0 | 1.19 | 0 | 0 | 0 | |||||||||
| 19 Nov | 839.60 | 55.25 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 18 Nov | 847.95 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 854.05 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 848.25 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 863.45 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 864.40 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 826.10 | 55.25 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 10 Nov | 799.35 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 797.25 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 786.20 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 790.20 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 3 Nov | 796.90 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 794.80 | 55.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 800.95 | 55.25 | 0 | 2.81 | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 860 expiring on 27JAN2026
Delta for 860 CE is 0.50
Historical price for 860 CE is as follows
On 24 Dec INDUSINDBK was trading at 848.05. The strike last trading price was 24.5, which was -0.35 lower than the previous day. The implied volatity was 25.15, the open interest changed by 26 which increased total open position to 312
On 23 Dec INDUSINDBK was trading at 849.90. The strike last trading price was 24, which was -6.4 lower than the previous day. The implied volatity was 25.37, the open interest changed by 71 which increased total open position to 289
On 22 Dec INDUSINDBK was trading at 856.40. The strike last trading price was 29.6, which was 6.2 higher than the previous day. The implied volatity was 25.55, the open interest changed by 87 which increased total open position to 216
On 19 Dec INDUSINDBK was trading at 844.70. The strike last trading price was 23.4, which was 2.55 higher than the previous day. The implied volatity was 25.42, the open interest changed by 49 which increased total open position to 130
On 18 Dec INDUSINDBK was trading at 834.90. The strike last trading price was 20.85, which was -0.75 lower than the previous day. The implied volatity was 25.92, the open interest changed by 4 which increased total open position to 80
On 17 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 21.7, which was -6.15 lower than the previous day. The implied volatity was 25.32, the open interest changed by 13 which increased total open position to 75
On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 28, which was -3.1 lower than the previous day. The implied volatity was 26.61, the open interest changed by 30 which increased total open position to 61
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 31.1, which was 2.8 higher than the previous day. The implied volatity was 26.70, the open interest changed by 0 which decreased total open position to 30
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 28.3, which was 2.55 higher than the previous day. The implied volatity was 24.90, the open interest changed by 0 which decreased total open position to 30
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 25.35, which was 3.05 higher than the previous day. The implied volatity was 26.88, the open interest changed by 3 which increased total open position to 32
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 22.3, which was -7.7 lower than the previous day. The implied volatity was 24.63, the open interest changed by -1 which decreased total open position to 29
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 30
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 30, which was -11.9 lower than the previous day. The implied volatity was 27.67, the open interest changed by -1 which decreased total open position to 30
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 41.9, which was 6.6 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 41.9, which was 6.6 higher than the previous day. The implied volatity was 26.41, the open interest changed by 16 which increased total open position to 30
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 35.3, which was -0.7 lower than the previous day. The implied volatity was 27.86, the open interest changed by 3 which increased total open position to 13
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 9
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 36, which was -6.9 lower than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 8
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 42.9, which was -12.35 lower than the previous day. The implied volatity was 26.49, the open interest changed by 7 which increased total open position to 7
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 55.25, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 27JAN2026 860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 1.03
Theta: -0.28
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 848.05 | 28.95 | -0.55 | 26.43 | 107 | 32 | 208 |
| 23 Dec | 849.90 | 30.55 | 4.45 | 26.48 | 88 | 51 | 173 |
| 22 Dec | 856.40 | 26.35 | -5.8 | 26.67 | 126 | 60 | 118 |
| 19 Dec | 844.70 | 32.15 | -5.2 | 24.45 | 14 | 4 | 58 |
| 18 Dec | 834.90 | 37.35 | -2.65 | 24.88 | 3 | 0 | 55 |
| 17 Dec | 833.85 | 40 | 1.65 | 28.41 | 1 | 0 | 54 |
| 16 Dec | 845.05 | 38.35 | -0.2 | - | 0 | 0 | 54 |
| 15 Dec | 851.25 | 38.35 | -0.2 | - | 0 | 0 | 0 |
| 12 Dec | 846.15 | 38.35 | -0.2 | - | 0 | 0 | 54 |
| 11 Dec | 835.55 | 38.35 | -0.2 | 25.06 | 1 | 0 | 53 |
| 10 Dec | 833.85 | 38.55 | 3.55 | 24.20 | 13 | 4 | 53 |
| 9 Dec | 844.35 | 35 | -3.65 | 27.24 | 19 | 10 | 49 |
| 8 Dec | 841.40 | 38.3 | 14.3 | 26.86 | 38 | 6 | 39 |
| 5 Dec | 870.10 | 24 | -3.85 | 26.00 | 31 | 22 | 32 |
| 4 Dec | 863.00 | 27.85 | -8.15 | 26.32 | 10 | 7 | 9 |
| 3 Dec | 846.90 | 36 | -3.25 | - | 0 | 0 | 0 |
| 2 Dec | 850.30 | 36 | -3.25 | 28.65 | 2 | 1 | 3 |
| 1 Dec | 847.15 | 39.25 | -7.9 | 28.98 | 1 | 0 | 1 |
| 28 Nov | 858.55 | 47.15 | -55.35 | - | 0 | 0 | 0 |
| 27 Nov | 857.45 | 47.15 | -55.35 | - | 0 | 0 | 0 |
| 26 Nov | 850.70 | 47.15 | -55.35 | - | 0 | 0 | 0 |
| 21 Nov | 846.55 | 47.15 | -55.35 | - | 0 | 1 | 0 |
| 20 Nov | 829.40 | 47.15 | -55.35 | - | 1 | 0 | 0 |
| 19 Nov | 839.60 | 102.5 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 847.95 | 102.5 | 0 | 0.39 | 0 | 0 | 0 |
| 17 Nov | 854.05 | 102.5 | 0 | 0.88 | 0 | 0 | 0 |
| 14 Nov | 848.25 | 102.5 | 0 | 0.55 | 0 | 0 | 0 |
| 13 Nov | 863.45 | 102.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 864.40 | 102.5 | 0 | 1.52 | 0 | 0 | 0 |
| 11 Nov | 826.10 | 102.5 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 799.35 | 102.5 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 797.25 | 102.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 786.20 | 102.5 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 790.20 | 102.5 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 796.90 | 102.5 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 794.80 | 102.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 800.95 | 102.5 | 0 | - | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 860 expiring on 27JAN2026
Delta for 860 PE is -0.50
Historical price for 860 PE is as follows
On 24 Dec INDUSINDBK was trading at 848.05. The strike last trading price was 28.95, which was -0.55 lower than the previous day. The implied volatity was 26.43, the open interest changed by 32 which increased total open position to 208
On 23 Dec INDUSINDBK was trading at 849.90. The strike last trading price was 30.55, which was 4.45 higher than the previous day. The implied volatity was 26.48, the open interest changed by 51 which increased total open position to 173
On 22 Dec INDUSINDBK was trading at 856.40. The strike last trading price was 26.35, which was -5.8 lower than the previous day. The implied volatity was 26.67, the open interest changed by 60 which increased total open position to 118
On 19 Dec INDUSINDBK was trading at 844.70. The strike last trading price was 32.15, which was -5.2 lower than the previous day. The implied volatity was 24.45, the open interest changed by 4 which increased total open position to 58
On 18 Dec INDUSINDBK was trading at 834.90. The strike last trading price was 37.35, which was -2.65 lower than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 55
On 17 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 40, which was 1.65 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 54
On 16 Dec INDUSINDBK was trading at 845.05. The strike last trading price was 38.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 38.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 38.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 38.35, which was -0.2 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 53
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 38.55, which was 3.55 higher than the previous day. The implied volatity was 24.20, the open interest changed by 4 which increased total open position to 53
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 35, which was -3.65 lower than the previous day. The implied volatity was 27.24, the open interest changed by 10 which increased total open position to 49
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 38.3, which was 14.3 higher than the previous day. The implied volatity was 26.86, the open interest changed by 6 which increased total open position to 39
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 24, which was -3.85 lower than the previous day. The implied volatity was 26.00, the open interest changed by 22 which increased total open position to 32
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 27.85, which was -8.15 lower than the previous day. The implied volatity was 26.32, the open interest changed by 7 which increased total open position to 9
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 36, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 36, which was -3.25 lower than the previous day. The implied volatity was 28.65, the open interest changed by 1 which increased total open position to 3
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 39.25, which was -7.9 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 1
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 47.15, which was -55.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 47.15, which was -55.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 47.15, which was -55.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 47.15, which was -55.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 47.15, which was -55.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 102.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































